Morgan Stanley Call 180 LEN 20.12.../  DE000ME542B0  /

Stuttgart
2024-06-05  8:14:39 PM Chg.+0.060 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.820EUR +7.89% -
Bid Size: -
-
Ask Size: -
Lennar Corp 180.00 USD 2024-12-20 Call
 

Master data

WKN: ME542B
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-12
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.89
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -2.05
Time value: 0.81
Break-even: 173.51
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 5.19%
Delta: 0.37
Theta: -0.04
Omega: 6.66
Rho: 0.25
 

Quote data

Open: 0.790
High: 0.820
Low: 0.780
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.26%
1 Month
  -15.46%
3 Months
  -32.23%
YTD
  -1.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.620
1M High / 1M Low: 1.180 0.620
6M High / 6M Low: - -
High (YTD): 2024-03-28 1.650
Low (YTD): 2024-05-29 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.756
Avg. volume 1W:   0.000
Avg. price 1M:   0.893
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -